Principal components analysis of regularly varying functions

DOI10.3150/19-BEJ1113zbMath1428.62258arXiv1812.03108OpenAlexW2976733578MaRDI QIDQ2325395

Stilian A. Stoev, Qian Xiong, Piotr S. Kokoszka

Publication date: 25 September 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.03108

zbMATH Keywords

regular variationprincipal componentsfunctional data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10)

Related Items (7)

Tempered functional time series ⋮ Sparse principal component analysis for high‐dimensional stationary time series ⋮ Hill estimator of projections of functional data on principal components ⋮ Extremal dependence measure for functional data ⋮ Principal components analysis of regularly varying functions ⋮ Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces ⋮ Principal component analysis of infinite variance functional data

Uses Software

• fda (R)

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